Macroeconomic factors and the asymmetric predictability of conditional variances
Iftekhar Hasan and Bill B. Francis
| Year of publication: |
1998
|
|---|---|
| Authors: | Hasan, Iftekhar |
| Other Persons: | Francis, Bill B. (contributor) |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 4.1998, 2, p. 207-230
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size | Schätzung | Estimation | USA | United States | 1926-1988 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001245491